Fx History

Where is a good resource to find high and low FX data history for the past several years?

I have daily high/low data back through 2005 for the six major pairs. But, I would like close and opening data for several years also. That will help me to determine precise movements over time and better predict the maximum range, hence, maximum risk for a week, month, etc.

Secondly, Part of determining my risk model is based upon statistics. To elaborate, the percentage and the deviation from the average that pairs rise and fall over time.

I think such a calculation is good for determining what is a "safe" margin ratio.

So far based upon having data from Nov. 2005 to Jan. 2007 the low for a pip trading range from high to low is 18. The high, which occured on, Nov. 5th was 222 pips. In percentage terms the average a market moves in a day is .74 of a percent The minimum is .14/100 and the max is 1.86%.

So, for me, I plan on daytrading so, I could say a 1:50 ratio is safe based upon an extreme move of the market of 1.86% (round up to 2%). However, if I get stuck on the wrong side of a trend for a few days and the currency drops 4% to 7% or more than I could be in lots of trouble. So, I think a ratio of 10:1 is ok for now to play it safe.


Thanks for any help,

Krigere

PART I Average Pair Volatility


I have not been able to find additional data yet. Yet, I have utilzied the data from November 2005 as a measure of average and mean % change for a given currency pair on a given day over the last 298 trading days or so (I removed days with a 0 range).

So here goes.....Ranked from lowest average to highest....

<TABLE style="WIDTH: 176pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width=235 border=0><COLGROUP><COL style="WIDTH: 48pt" width=64><COL style="WIDTH: 80pt; mso-width-source: userset; mso-width-alt: 3913" width=107><COL style="WIDTH: 48pt" width=64><TBODY><TR style="HEIGHT: 15.75pt" height=21><TD class=xl63 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext 1pt solid; WIDTH: 48pt; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" width=64 height=21></TD><TD class=xl69 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext; WIDTH: 80pt; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" width=107>Average </TD><TD class=xl70 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: #ebe9ed; WIDTH: 48pt; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" width=64>Median</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>EUR/CHF</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.28134%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.26506%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>EUR/GBP</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.44089%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.41274%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>GBP/CHF</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.47620%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.44826%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>EUR/JPY</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.64061%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.60016%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>GBP/JPY</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.65411%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.62109%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>CHF/JPY</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.67435%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.63088%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>USD/CAD</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.68171%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.65248%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>GBP/USD</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.74154%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.70011%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>EUR/USD</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.74891%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.71269%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>AUD/USD</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.79543%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.73459%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>USD/JPY</TD><TD class=xl65 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.80652%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent">0.74368%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl64 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" height=21>USD/CHF</TD><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent">0.84161%</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent">0.80281%</TD></TR></TBODY></TABLE>

It is interesting to see that all USD/X or X/USD pairs are the most volatile. On the other hand, the Euro/Swiss pair has the least volatility whereas the swiss/usd has the highest volatility of all pairs. I could start trying to explain why this is, but will leave this to more experienced economic commentators. And I look forward to any comments that would explain different pairs volatility or lack thereof.

However, I will posit that the most risk/gain is in the USD pairs and EUR/CHF seems to be a save haven in turbulent times.

Would any trader say, well I am trading in a tight market so my leverage or money management can be higher than say in a more volatile market?

PART II EUR/USD Range

<TABLE style="WIDTH: 365pt; BORDER-COLLAPSE: collapse" cellSpacing=0 cellPadding=0 width=486 border=0><COLGROUP><COL style="WIDTH: 48pt" width=64><COL style="WIDTH: 88pt; mso-width-source: userset; mso-width-alt: 4278" width=117><COL style="WIDTH: 48pt" width=64><COL style="WIDTH: 54pt; mso-width-source: userset; mso-width-alt: 2633" width=72><COL style="WIDTH: 127pt; mso-width-source: userset; mso-width-alt: 6180" width=169><TBODY><TR style="HEIGHT: 63.75pt; mso-height-source: userset" height=85><TD class=xl71 style="BORDER-RIGHT: black 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext 1pt solid; WIDTH: 136pt; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 63.75pt; BACKGROUND-COLOR: transparent" width=181 colSpan=2 height=85>PERCENTAGE CHANGE
HIGH TO LOW ON A GIVEN DAY
</TD><TD class=xl74 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext; WIDTH: 48pt; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" width=64>DAYS</TD><TD class=xl73 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: #ebe9ed; WIDTH: 54pt; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" width=72>DAYS%</TD><TD class=xl80 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext; WIDTH: 127pt; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" width=169>% CHANCE OF GIVEN
VOLATILITY % OR LESS</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>0.000%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>0.240%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>2</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>1%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>1%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>0.250%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>0.490%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>59</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>20%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>21%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>0.500%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>0.740%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>105</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>36%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>57%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>0.750%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>0.990%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>72</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>25%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>81%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>1.000%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>1.240%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>34</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>12%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>93%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>1.250%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>1.490%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>17</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>6%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>99%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>1.500%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>1.990%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>4</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>1%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>100%</TD></TR><TR style="HEIGHT: 15pt" height=20><TD class=xl67 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: #ebe9ed; HEIGHT: 15pt; BACKGROUND-COLOR: transparent" align=right height=20>2.000%</TD><TD class=xl76 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>2.490%</TD><TD class=xl65 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>0</TD><TD class=xl68 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>0%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>100%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl69 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent" align=right height=21>2.500%</TD><TD class=xl77 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" align=right>2.990%</TD><TD class=xl66 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" align=right>0</TD><TD class=xl70 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" align=right>0%</TD><TD class=xl79 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: #ebe9ed; BORDER-LEFT: windowtext; BORDER-BOTTOM: #ebe9ed; BACKGROUND-COLOR: transparent" align=right>100%</TD></TR><TR style="HEIGHT: 15.75pt" height=21><TD class=xl78 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext 1pt solid; BORDER-BOTTOM: windowtext 1pt solid; HEIGHT: 15.75pt; BACKGROUND-COLOR: transparent; mso-ignore: colspan" colSpan=2 height=21>TOTAL DAYS </TD><TD class=xl72 style="BORDER-RIGHT: #ebe9ed; BORDER-TOP: windowtext; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent" align=right>293</TD><TD class=xl73 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext; BORDER-LEFT: #ebe9ed; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent"> </TD><TD class=xl74 style="BORDER-RIGHT: windowtext 1pt solid; BORDER-TOP: windowtext 1pt solid; BORDER-LEFT: windowtext; BORDER-BOTTOM: windowtext 1pt solid; BACKGROUND-COLOR: transparent"> </TD></TR></TBODY></TABLE>

The above table shows the likelihood over a 293 day period, starting in Nov. 2005, of the number of days the EUR/USD pair trading in a certain range. For example there were 34 days the EUR/USD traded within a range of 1% to 1.240% of that days highs and lows. The column to the far right shows the likelihood, historically, that the market will change at a given row's percentage or a lower percentage.

What I get from this data is a bit of risk modeling that influences money management a bit. For example, although I have not created a detailed table yet for the EUR/CHF by looking in part I we can see the volitility is much less. Therefore, I would enter the EUR/USD pair with a much more conservative money management policy than if I were to trade the EUR/CHF...

Good findings! Keep it up, your research is really helpful. For historical data, try alpari?

Jody,

Thanks for the encouragement. Maybe I will see you at Raffles one day ;-)

As I was re-reading my post I noticed I said I wanted both opening and closing data. Then i though for a second, well...is'nt the closing data from one day the opening data for the next? Well, yes in a single market.

However, currencies trade across 8 markets spread across three distinct time bands (Europe, America, and Asia plus Pacific). Although these markets overlap I have seen from just 15 or so hours of screen time that each market has distinct characteristics in terms of volume, volatility, tempo, etc.

So, I think it would be very valuable to understand each of the time bands and how they influence a given pair. Therefore, if anyone knows of closing data for each of the 8 different markets than that would be the right way to start...I think.